-10.1%
DUOL vs SSNC
+46.7%
-56.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.7% |
| 7D | -8.6% | -6.7% | -1.9% | -3.2% |
| 30D | +7.2% | -0.8% | +8.0% | +8.1% |
| 3M | +19.1% | +16.1% | +3.0% | +5.9% |
| 6M | +52.5% | +7.9% | +44.6% | +43.0% |
| YTD | -17.3% | -8.7% | -8.6% | -10.9% |
| 1Y | -49.2% | -9.5% | -39.7% | -44.7% |
| All | -10.1% | +46.7% | -56.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling